• Nuclear Engineering and Technology
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• 제33권5호
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• pp.483-497
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• 2001

In this work, a neuro-fuzzy inference system combined with the wavelet denoising, PCA (principal component analysis) and SPRT (sequential probability ratio test) methods is developed to detect the relevant sensor failure using other sensor signals. The wavelet denoising technique is applied to remove noise components in input signals into the neuro-fuzzy system The PCA is used to reduce the dimension of an input space without losing a significant amount of information. The PCA makes easy the selection of the input signals into the neuro-fuzzy system. Also, a lower dimensional input space usually reduces the time necessary to train a neuro-fuzzy system. The parameters of the neuro-fuzzy inference system which estimates the relevant sensor signal are optimized by a genetic algorithm and a least-squares algorithm. The residuals between the estimated signals and the measured signals are used to detect whether the sensors are failed or not. The SPRT is used in this failure detection algorithm. The proposed sensor-monitoring algorithm was verified through applications to the pressurizer water level and the hot-leg flowrate sensors in pressurized water reactors.

• 한국응용곤충학회지
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• 제48권1호
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• pp.45-51
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• 2009

본 연구의 목적은 쌀 저장창고에서 추출기를 이용하여 해충의 밀도를 추정하기 위한 축차추출법을 개발하는데 있다. 쌀 저장창고에서는 쌀을 주로 1톤의 톤백에 저장하는데, 현미로 저장되는 경우 어리쌀바구미 성충과 화랑곡나방 유충은 모두 부의 이항분포를 보였다. 축차추출법은 표본 추출 단위당 방제 시작 밀도를 0.1(현미 1 kg당 5마리), 비처리 밀도를 0.05(현미 1 kg당 2.5마리) 그리고 I($\alpha$), II형($\beta$) 오류를 0.3으로 설정하여 순차적 확률비 검정(sequential probability ratio test (SPRT))을 통해 개발하였다. 이러한 결과들은, SPRT법을 사용함으로써, 관리자들이 단지 20회의 표본 추출로도 잘못된 판단의 위험을 최소화하면서 의사결정을 할 수 있다는 것을 보여준다.

• 응용통계연구
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• 제3권1호
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• pp.105-120
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• 1990

이 논문에서는 통계량의 누적합을 이용하여 누적합 검정을 정의하고 그 특성에 대해 연구하였으며, 축차확률비 검정과의 상대효율을 정의하였다. 누적합 검정의 검사특성함수와 평균표본수는 Wald의 근사공식과 Wiener과정 근사에 의해 표현될 수 있음을 보였다. 또한 누적합 검정에서 축차확률비 검정과 점근적으로 동일한 효율성을 나타내는 통계량을 선정할 수 있음을 보였다. 관측값이 지수 분포를 할 때 누적합 검정과 축차확률비 검정의 효율을 예를 들어 비교해 보았다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.2594-2599
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• 2003

We consider some problems of the Modified SPRT(Sequential Probability Ratio Test) method for fault detection and isolation of inertial redundant sensor systems and propose an Advanced SPRT method to solve the problems of the Modified SPRT method. One problem of the Modified SPRT method to apply to inertial sensor system comes from the effect of inertial sensor errors such as misalignment, scale factor error and sensor bias in the parity vector, which make the Modified SPRT method hard to be applicable. The other problem is due to the correlation of parity vector components which may induce false alarm. We use a two-stage Kalman filter to remove effects of the inertial sensor errors and propose the modified parity vector and the controlled parity vector which removes the effect of correlation of parity vector components. The Advanced SPRT method is derived form the modified parity vector and the controlled parity vector. Some simulation results are presented to show the usefulness of the Advanced SPRT method to redundant inertial sensor systems.

• 품질경영학회지
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• 제24권4호
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• pp.1-13
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• 1996

The sequential sampling inspection method is an extension of the double-sampling and multiple-sampling methods and its theory is based on the sequential probability ratio test(SPRT). In this paper, the characteristics of SPRT for testing the propotion of defectives are approximated by using the estimated excess over the boundaries. The use of the estimated excess shows good performances in estimating the operating characteristic function and the average sample number of SPRT compared to the method by neglecting the excess. It also makes it possible to determine the boundary values which satisfy the desired error probabilities.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.867-877
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• 2004

The sequential sampling inspection method is an extension of the multiple-sampling methods, and its theory is based on the sequential probability ratio test (SPRT) of Wald. In this paper, the characteristics of SPRT for testing the number of defects are approximated by using the estimated excess over the boundaries. The use of the estimated excess shows good performances in estimating the operating characteristic function and the average sample number of SPRT compared to the method by neglecting the excess. It also makes it possible to determine the boundary values which satisfy the desired error probabilities.

• 수산해양교육연구
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• 제27권4호
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• pp.1160-1171
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• 2015

The purpose of this study is to design and develop a computer based learning and test system, which supports not only testing learner's ability but also learning contents with giving feedback and hint. In order to design and develop a computer based learning and test system, Visual Basic dot Net software is used. The system works in three stages: sequential problem solving stage, randomized problem solving stage, and the challenge stage of pass/fail. The results of this study are as follows: (a) We propose the context of design for the computer based learning and test system. (b) We design and develop items display function with sequential and random algorithm in this system. (c) We design and develop pass/fail function by applying SPRT(Sequential Probability Ratio Testing) algorithm in the computer based learning and test system.

• 품질경영학회지
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• 제26권3호
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• pp.31-45
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• 1998

This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.

• 한국경영과학회지
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• 제34권1호
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• pp.29-37
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• 2009

This paper proposes a curtailed-sequential probability ratio test (SPRT) control chart. For using the conventional SPRT control chart, the number of items inspected in a sampling point should have no restriction since items in a sampling point are inspected one by one until an SPRT Is terminated. The number of observations taken in a sampling point, however, has an upper bound since sampling and testing of an item is time-consuming or expensive. When the sample size reaches the upper bound without evidence of an in-control or out-of-control state of a process, the proposed chart makes a decision using the sample mean of all observations taken in a sampling point. The properties of the Proposed chart are obtained by a Markov chain approach and the performance of the chart is compared with fixed sample size (FSS) and variable sample size (VSS) control charts. A comparative study shows that the proposed chart performs better than VSS control charts as well as conventional FSS control charts.

• 한국경영과학회지
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• 제9권2호
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• pp.23-27
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• 1984

We Observe a sequence of i. i. d random variables with density f or g. Only if g is true we should stop the process. Hence. the testing problem is completely described by a stopping time. Among all stopping times with error probability of first kind not exceeding a given bound, the one-sided sequential probability ratio test has smallest expected sample size if g is true. Moreover, the generalized one-sided SPRT has smallest expected sample size for g in the class of stopping times with expected sample size under f not falling below a given bound.